PCA Index Dashboard Examples

This script was last run at 2024-03-18 17:54:04.416102+00:00 (UTC)
In US/Central Time, this is 2024-03-18 12:54:04.416102-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897483	-0.475791	0.085640	-0.007693	0.545694	0.254796
1997-01-03	-0.885775	-0.475791	-0.156142	0.007825	0.745255	0.205642
1997-01-06	-0.881872	-0.475791	-0.064722	-0.015452	0.778130	0.269580
1997-01-07	-0.881872	-0.454963	-0.129679	-0.046488	0.837750	0.383184
1997-01-08	-0.893580	-0.454963	-0.022621	-0.085282	0.785790	0.496397
...	...	...	...	...	...	...
2024-03-11	-0.819426	-1.496360	-0.626475	1.869964	0.924522	-0.175697
2024-03-12	-0.842843	-1.506774	-0.792474	1.815651	1.034549	0.037171
2024-03-13	-0.862357	-1.506774	-0.803300	1.761339	1.065021	0.154110
2024-03-14	-0.862357	-1.475532	-0.725112	1.761339	0.887964	0.499773
2024-03-15	-0.858455	-1.496360	-0.723909	1.761339	0.831982	0.499773

7188 rows × 6 columns

pc1

DATE
1997-01-02   -0.578785
1997-01-03   -0.684975
1997-01-06   -0.667864
1997-01-07   -0.704249
1997-01-08   -0.673900
                ...   
2024-03-11   -1.486106
2024-03-12   -1.589893
2024-03-13   -1.611905
2024-03-14   -1.594685
2024-03-15   -1.586732
Name: PC1, Length: 7188, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()